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This is the expected behavior and it is the way workflow works in latest Sitefinity version and old Sitefinity versions. When administrator skips workflow, then he should not see Reject button, because workflow is not applied for him. When administrator does not skip workflow, then all rules for workflow are applied to him. When another user creates a page and press Send for approval button, then he is redirected to Pages grid. When administrator creates a page and press Send for approval button, same behavior is expected and he is redirected to Pages grid, too.
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